Structural Aspects In The Theory Of Probability (2nd Enlarged Edition)

di Herbert Heyer (Autore)

World Scientific Publishing Co Pte Ltd, 2009

The book is conceived as a text accompanying the traditional graduate courses on probability theory. An important feature of this enlarged version is the emphasis on algebraic-topological aspects leading to a wider and deeper understanding of basic theorems such as those on the structure of continuous convolution semigroups and the corresponding processes with independent increments. Fourier transformation — the method applied within the settings of Banach spaces, locally compact Abelian groups and commutative hypergroups — is given an in-depth discussion. This powerful analytic tool along with the relevant facts of harmonic analysis make it possible to study certain properties of stochastic processes in dependence of the algebraic-topological structure of their state spaces. In extension of the first edition, the new edition contains chapters on the probability theory of generalized convolution structures such as polynomial and Sturm-Liouville hypergroups, and on the central limit problem for groups such as tori, p-adic groups and solenoids.

• Autore: Herbert Heyer
• Editore: World Scientific Publishing Co Pte Ltd
• Collana: Series On Multivariate Analysis
• Anno: 2009
• Rilegatura: Hardback
• Pagine: 424 p.
• EAN: 9789814282482

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